North American Income Trust PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.87% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0223 | 4.54 | |
| 0.7011 | 23.35 | |
| 0.1321 | 13.44 | |
| 0.0813 | 0.73 | |
| 0.2602 | 0.71 | |
| 0.6784 | 1.50 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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